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» Fundamentals of simulation modeling
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138
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WSC
2004
15 years 6 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
127
Voted
WSC
2007
15 years 6 months ago
A simulation model with a low level of detail for container terminals and its applications
As trade among countries grows, the performance of container terminals is becoming more important than ever. In this paper, we present a 3D real-time-visualization containertermin...
Byung-Hyun Ha, Eun-Jung Park, Chan-Hee Lee
AO
2005
75views more  AO 2005»
15 years 4 months ago
A multi-layered ontology for comparing relationship semantics in conceptual models of databases
Relationships are an integral part of the design of a database. Comparing and integrating relationships from heterogeneous databases requires that the relationships be mapped to ea...
Sandeep Purao, Veda C. Storey
122
Voted
CORR
2010
Springer
156views Education» more  CORR 2010»
15 years 4 months ago
Modelling Reactive and Proactive Behaviour in Simulation
: This research investigated the simulation model behaviour of a traditional and combined discrete event as well as agent based simulation models when modelling human reactive and ...
Mazlina Abdul Majid, Peer-Olaf Siebers, Uwe Aickel...
145
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SOPR
2002
106views more  SOPR 2002»
15 years 4 months ago
A discrete simulation model for assessing software project scheduling policies
Good project scheduling is an essential, but extremely hard task in software management practice. In a software project, the time needed to complete some development activity is d...
Frank Padberg